Support Board
Date/Time: Tue, 22 Apr 2025 10:47:43 +0000
Buying and Selling in the Same Trade?
View Count: 123
[2025-01-30 16:59:18] |
drinkcodejava - Posts: 28 |
Does anyone understand what is going on with the summary/bundled trade in this screenshot? SC documentation says orders that have sequentially numbered microsecond values are part of the same trade, but for this one, part of it is a buy and the other is a sell... ? From Data Recording Modes: -BID_ASK_TRADE_SYNC There is also a microsecond component to timestamps. The microsecond component is incremented by 1 anytime there a new record which has a duplicate timestamp as compared to the prior timestamp in the file.
Thanks! |
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[2025-01-30 17:44:29] |
John - SC Support - Posts: 39395 |
Your interpretation of "orders that have sequentially numbered microsecond values are part of the same trade" is incorrect. It is not the same trade, it is any trade that occurs within the same millisecond gets a sequentially numbered microsecond.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2025-01-30 23:12:03] |
drinkcodejava - Posts: 28 |
Ah, I see. Thank you for the explanation! A couple unrelated questions: 1) When submitting this Support Request, I was given the option of Submit (as a support request) or categorizing it as User Discussion or Programming Help. I cannot seem to find a page that lists recent User Discussion or Programming Help posts. I can only find a general Support Board (https://www.sierrachart.com/SupportBoard.php). If I would like to browse recent User Discussion or Programming Help posts, where would I look? 2) If we find what we believe to be an error in the online documentation, should we report it to the Support Board? e.g. Working with the SCDateTime Variables and Values: Valid Ranges says the Microsecond component of SCDateTime is not supported Thanks again! |
[2025-01-31 15:25:00] |
John - SC Support - Posts: 39395 |
1. They are all part of this same Support Board, there is no separate board for these. The "Programming Help" and "User Discussion" are tags that can be applied to a particular thread. If you want to view all the posts tagged a certain wait, at the bottom right of the Support Board (scroll all the way down) is a pulldown menu that lets you select the tag and then select the button for "Update" to just see those threads. 2. Yes, please report it in this Support Board. We don't always get around to updating the documentation as quickly as we would like, but we do want it to be correct. We have made the necessary modifications to the section you referenced. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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